CME Japanese Yen Future September 2014


Trading Metrics calculated at close of trading on 16-Jan-2014
Day Change Summary
Previous Current
15-Jan-2014 16-Jan-2014 Change Change % Previous Week
Open 0.9599 0.9601 0.0002 0.0% 0.9605
High 0.9599 0.9601 0.0002 0.0% 0.9626
Low 0.9575 0.9601 0.0026 0.3% 0.9555
Close 0.9575 0.9601 0.0026 0.3% 0.9626
Range 0.0024 0.0000 -0.0024 -100.0% 0.0071
ATR 0.0045 0.0044 -0.0001 -3.0% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 16-Jan-2014
Classic Woodie Camarilla DeMark
R4 0.9601 0.9601 0.9601
R3 0.9601 0.9601 0.9601
R2 0.9601 0.9601 0.9601
R1 0.9601 0.9601 0.9601 0.9601
PP 0.9601 0.9601 0.9601 0.9601
S1 0.9601 0.9601 0.9601 0.9601
S2 0.9601 0.9601 0.9601
S3 0.9601 0.9601 0.9601
S4 0.9601 0.9601 0.9601
Weekly Pivots for week ending 10-Jan-2014
Classic Woodie Camarilla DeMark
R4 0.9815 0.9792 0.9665
R3 0.9744 0.9721 0.9646
R2 0.9673 0.9673 0.9639
R1 0.9650 0.9650 0.9633 0.9662
PP 0.9602 0.9602 0.9602 0.9608
S1 0.9579 0.9579 0.9619 0.9591
S2 0.9531 0.9531 0.9613
S3 0.9460 0.9508 0.9606
S4 0.9389 0.9437 0.9587
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9730 0.9575 0.0155 1.6% 0.0013 0.1% 17% False False 1
10 0.9730 0.9555 0.0175 1.8% 0.0011 0.1% 26% False False 1
20 0.9730 0.9515 0.0215 2.2% 0.0008 0.1% 40% False False 1
40 1.0012 0.9515 0.0497 5.2% 0.0009 0.1% 17% False False 1
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9601
2.618 0.9601
1.618 0.9601
1.000 0.9601
0.618 0.9601
HIGH 0.9601
0.618 0.9601
0.500 0.9601
0.382 0.9601
LOW 0.9601
0.618 0.9601
1.000 0.9601
1.618 0.9601
2.618 0.9601
4.250 0.9601
Fisher Pivots for day following 16-Jan-2014
Pivot 1 day 3 day
R1 0.9601 0.9598
PP 0.9601 0.9596
S1 0.9601 0.9593

These figures are updated between 7pm and 10pm EST after a trading day.

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